Globalminimumvariance software
Globalminimumvariance
Added: June 23, 2013 | Visits: 553
This will calculate the weights for the .. 1. Global-Minimum-Variance model 2. 1/N modelCalculate your returns, put them into excel. Let Matlab read it and run the file.Et voila.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Global-Minimum-Variance model and 1/N model optimal asset allocation Download |